Fundamentals of Probability and Statistics

Catalogue des cours de Télécom SudParis

Code

IGFE MAT 7001

Niveau

MSc

Graduate

PostGraduate

Semestre

Fall

Domaine

Mathématiques

Programme

Master of Science

Langue

Anglais/English

Crédits ECTS

3

Heures programmées

30

Charge de travail

60

Coordonnateur(s)

Département

  • Communications, Images et Traitement de l'information

Acquis d'apprentissage

This standard probability and statistics refresher module is essentially intended for giving the tools for the modelling of queuing processes.

Contenu

- General theorems of probability;
- Random variable, change of variables;
- Distributions derived from Poisson and Gaussian distributions;
- Convergence of sequences of random variables;
- Markov processes, Markov chains;
- Random variable simulation;
- Parameter estimation;
- Introduction to the asymptotic theory;
- Least mean square estimation

Prérequis

None

Evaluation

- Homeworks given at the issue of each of the 10 classes
- No written exam

Fiche mise à jour le 19/09/2018